If I use the [theme-my-login] shortcode or function theme_my_login('default_action=login'); in a custom post type, the link Lost Password does not work. I want to use a custom post type instead of a page because I want to hide the login page to no admin users.

I had already changed the page ID in the settings page, of course, but the Lost password link only works if the ID belongs to a page. I have also tried to use it with a normal post, but it only works with a page.